+34.1%
XLP vs WSM
+179.2%
-145.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | -1.0% | -3.3% | +2.2% | -0.8% |
| 30D | -0.9% | -8.4% | +7.5% | -0.2% |
| 3M | +3.8% | +9.7% | -5.8% | +3.0% |
| 6M | -1.7% | +16.7% | -18.4% | -3.1% |
| YTD | +10.3% | +28.7% | -18.4% | +7.8% |
| 1Y | +7.8% | +13.7% | -5.9% | +6.3% |
| 3Y | +27.2% | +230.1% | -202.9% | +9.6% |
| All | +34.1% | +179.2% | -145.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling